Industrial Sector and Year: Finance / 2007

Number of items: 4.

Study Group Report

Bhar, Ramaprasad (2007) A jump diffusion model for spot electricity prices. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007].

Russell, Ken and Cerone, Pietro and Challis, Vivien (2007) Calculation of a risk measure for the net system load profile. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007].

Alcock, Jamie and Goard, Joanne and Vassallo, Tony (2007) Calibrating the mean reverting jump diffusion model to Australian spot electricity prices. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007].

Maberley, Ed and Wilkins, Andy (2007) Determining the independence of various measures of financial risk. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007].

This list was generated on Sat Nov 22 22:10:16 GMT 2008.